Smoothing algorithms for nonlinear distributed parameter systems
โ Scribed by R. Sahgal; R.P. Webb
- Publisher
- Elsevier Science
- Year
- 1976
- Tongue
- English
- Weight
- 659 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0005-1098
No coin nor oath required. For personal study only.
โฆ Synopsis
Smoothing algorithms for nonlinear distributed systems, can substantially reduce the error covariance vis-tt-vis filtering.
SnmmarT--Fixed interval and fixed-lag smoothing algorithms are developed for a class of noisy nonlinear dism'buted parameter systems with unknown volume disturbances. Using a least-squares estimation criterion a two point boundary value problem is obtained. The solution of this boundary value problem is obtained by converting it into an initial value problem using a Riccati transformation. Using a Gaussian assumption for the disturbances, approximate error covariunce expressions are developed. The possible instability of the fixed-lag smoothing algorithm is noted. An alternate fixed-interval algorithm is developed to obviate storage requirements. The appficability of these algorithms is illustrated with an example from nuclear reactor kinetics.
๐ SIMILAR VOLUMES
Interest in estimation in distributed parameter linear systems is increasing. Unfortunately, algorithms for filtering in distributed parameter systems are quite complex and thus suboptimization will often, in practice, be necessary. Also incorrect models for distributed processes and prior statistic
Ekquential algorithms for prediction, jiltering and smoothing are developed for a class of linear distributed-parameter system. The class of systems concerned is that involving noisy measurement data which are obtained frovn "averaging" and "scanner''-type sensors. Tk basic tools of the development